ECBOT 30 Year Treasury Bond Future March 2014
Trading Metrics calculated at close of trading on 25-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
131-23 |
131-14 |
-0-09 |
-0.2% |
128-25 |
High |
131-24 |
132-04 |
0-12 |
0.3% |
130-28 |
Low |
131-20 |
131-14 |
-0-06 |
-0.1% |
128-25 |
Close |
131-23 |
132-04 |
0-13 |
0.3% |
130-16 |
Range |
0-04 |
0-22 |
0-18 |
450.0% |
2-03 |
ATR |
|
|
|
|
|
Volume |
51 |
3 |
-48 |
-94.1% |
150 |
|
Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-31 |
133-23 |
132-16 |
|
R3 |
133-09 |
133-01 |
132-10 |
|
R2 |
132-19 |
132-19 |
132-08 |
|
R1 |
132-11 |
132-11 |
132-06 |
132-15 |
PP |
131-29 |
131-29 |
131-29 |
131-30 |
S1 |
131-21 |
131-21 |
132-02 |
131-25 |
S2 |
131-07 |
131-07 |
132-00 |
|
S3 |
130-17 |
130-31 |
131-30 |
|
S4 |
129-27 |
130-09 |
131-24 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-11 |
135-16 |
131-21 |
|
R3 |
134-08 |
133-13 |
131-02 |
|
R2 |
132-05 |
132-05 |
130-28 |
|
R1 |
131-10 |
131-10 |
130-22 |
131-24 |
PP |
130-02 |
130-02 |
130-02 |
130-08 |
S1 |
129-07 |
129-07 |
130-10 |
129-20 |
S2 |
127-31 |
127-31 |
130-04 |
|
S3 |
125-28 |
127-04 |
129-30 |
|
S4 |
123-25 |
125-01 |
129-11 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-02 |
2.618 |
133-30 |
1.618 |
133-08 |
1.000 |
132-26 |
0.618 |
132-18 |
HIGH |
132-04 |
0.618 |
131-28 |
0.500 |
131-25 |
0.382 |
131-22 |
LOW |
131-14 |
0.618 |
131-00 |
1.000 |
130-24 |
1.618 |
130-10 |
2.618 |
129-20 |
4.250 |
128-16 |
|
|
Fisher Pivots for day following 25-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
132-00 |
131-28 |
PP |
131-29 |
131-21 |
S1 |
131-25 |
131-14 |
|